NO.PZ2018091701000048
问题如下:
Please calculate the correlations between the forecasted active security returns and the actual active weights based on the following table:
Which manager’s TC is the highest?
选项:
A.The same.
B.Manager 1
C.Manager 2
解释:
C is correct.
考点:TC的计算
解析:用金融计算器计算:
请问老师,如果,一个ρ是-0.103,另外一个ρ是-0.3,问那个TC最大,要取绝对值吗?